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We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…

We introduce set risk measures (SRMs), real-valued maps defined on the family of non-empty closed bounded sets of essentially bounded random variables. SRMs extend traditional scalar risk measures by assigning a single capital requirement…

Mathematical Finance · Quantitative Finance 2026-05-20 Marcelo Righi , Eduardo Horta , Marlon Moresco

Given p independent normal populations, we consider the problem of estimating the mean of those populations, that based on the observed data, give the strongest signals. We explicitly condition on the ranking of the sample means, and…

Methodology · Statistics 2017-02-28 Claudio Fuentes , Vik Gopal

This paper introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, it has been shown that resampling…

Methodology · Statistics 2025-09-30 Vanessa McNealis , Christian Léger

Respondent-driven sampling (RDS) is an approach to sampling design and analysis which utilizes the networks of social relationships that connect members of the target population, using chain-referral methods to facilitate sampling. RDS…

Methodology · Statistics 2015-08-19 Yakir Berchenko , Jonathan Rosenblatt , Simon D. W. Frost

Empirical distribution functions (EDFs) based on ranked set sampling (RSS) and its modifications have been examined by many authors. In these studies, the proposed estimators have been investigated for infinite population setting. However,…

Methodology · Statistics 2022-05-24 Yusuf Can Sevil , Tugba Ozkal Yildiz

Reciprocal recommender systems~(RRS), conducting bilateral recommendations between two involved parties, have gained increasing attention for enhancing matching efficiency. However, the majority of existing methods in the literature still…

Information Retrieval · Computer Science 2024-08-20 Chen Yang , Sunhao Dai , Yupeng Hou , Wayne Xin Zhao , Jun Xu , Yang Song , Hengshu Zhu

With the rising number of machine learning competitions, the world has witnessed an exciting race for the best algorithms. However, the involved data selection process may fundamentally suffer from evidence ambiguity and concept drift…

Machine Learning · Computer Science 2020-06-15 Hoang D. Nguyen , Xuan-Son Vu , Quoc-Tuan Truong , Duc-Trong Le

In the practical industry, the most commonly used application of statistical analysis for monitoring the process mean is the control chart. Control charts are generated based on the presumption that we have a sample from a stable process.…

Optimization and Control · Mathematics 2025-10-07 Fahad Rafique , Saadia Masood , Shabbir Ahmad , Sadaf Amin

Prior proposals for cumulative statistics suggest making tiny random perturbations to the scores (independent variables in a regression) in order to ensure the scores' uniqueness. Uniqueness means that no score for any member of the…

Methodology · Statistics 2022-08-23 Mark Tygert

Randomized trials are considered the gold standard for estimating causal effects. Trial findings are often used to inform policy and programming efforts, yet their results may not generalize well to a relevant target population due to…

Nearly all model algorithms used in machine learning use two different sets of parameters: the training parameters and the meta-parameters (hyperparameters). While the training parameters are learned during the training phase, the values of…

Machine Learning · Computer Science 2020-03-31 Razvan Andonie , Adrian-Catalin Florea

Systematic sampling is often used to select plot locations for forest inventory estimation. However, it is not possible to derive a design-unbiased variance estimator for a systematic sample using one random start. As a result, many forest…

Applications · Statistics 2018-10-22 Chad Babcock , Andrew O. Finley , Timothy G. Gregoire , Hans-Erik Andersen

Sampling hidden populations is particularly challenging using standard sampling methods mainly because of the lack of a sampling frame. Respondent-driven sampling (RDS) is an alternative methodology that exploits the social contacts between…

We describe a very simple method for `consistent sampling' that allows for sampling with replacement. The method extends previous approaches to consistent sampling, which assign a pseudorandom real number to each element, and sample those…

Data Structures and Algorithms · Computer Science 2018-08-31 Ronald L. Rivest

In this paper, we consider a situation where a decision maker's (DM's) risk preference can be described by a spectral risk measure (SRM) but there is not a single SRM which can be used to represent the DM's preferences consistently.…

Optimization and Control · Mathematics 2023-01-06 Manlan Li , Xiaojiao Tong , Huifu Xu

The purpose of writing this book is to suggest some improved estimators using auxiliary information in sampling schemes like simple random sampling and systematic sampling. This volume is a collection of five papers. The following problems…

Statistics Theory · Mathematics 2013-08-28 Rajesh Singh , Florentin Smarandache

We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…

Methodology · Statistics 2020-07-06 Edgar Bueno , Dan Hedlin

Adaptive importance sampling for stochastic optimization is a promising approach that offers improved convergence through variance reduction. In this work, we propose a new framework for variance reduction that enables the use of mixtures…

Machine Learning · Computer Science 2019-04-01 Zalán Borsos , Sebastian Curi , Kfir Y. Levy , Andreas Krause

The problem of adaptive sampling for estimating probability mass functions (pmf) uniformly well is considered. Performance of the sampling strategy is measured in terms of the worst-case mean squared error. A Bayesian variant of the…

Methodology · Statistics 2020-12-09 Dhruva Kartik , Neeraj Sood , Urbashi Mitra , Tara Javidi